+143.5%
IWM vs MRK
+228.4%
-84.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | +2.3% | +0.3% | +2.0% | +2.1% |
| 3M | -8.3% | +9.7% | -18.0% | -11.3% |
| 6M | -1.3% | +32.0% | -33.3% | -10.3% |
| YTD | +13.5% | +43.3% | -29.8% | +0.1% |
| 1Y | +18.4% | +63.7% | -45.3% | -0.1% |
| 3Y | +69.6% | +58.0% | +11.6% | +40.5% |
| 5Y | +23.3% | +105.0% | -81.7% | -10.2% |
| All | +143.5% | +228.4% | -84.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling